To be clear, I want to be able to write Eviews programs that can read local Oxford databanks. I would assume that means you would have to have code within Eviews that recognizes however Oxford organizes their databanks.

I have seen the methods in Oxford that dump data into Eviews workfiles. That direction works.

Oxford (or anyone else) would need to write an EViews database extension to allow EViews to read their data. We no longer write extensions for non-free data sources, but since it is an open language anyone can write their own.